+54.6%
XLE vs PM
+117.4%
-62.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.7% |
| 7D | +2.2% | -4.9% | +7.1% | +2.6% |
| 30D | +11.8% | -3.4% | +15.2% | +12.0% |
| 3M | +9.8% | +5.2% | +4.7% | +9.1% |
| 6M | +15.6% | +3.7% | +11.9% | +14.9% |
| YTD | +45.3% | +15.8% | +29.5% | +43.0% |
| 1Y | +48.3% | +17.4% | +30.9% | +45.8% |
| All | +54.6% | +117.4% | -62.8% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling